+131.2%
TLT vs PG
+542.3%
-411.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -1.7% | +1.1% | -2.8% | -1.6% |
| 6M | -4.9% | -3.8% | -1.1% | -5.2% |
| YTD | -2.8% | +3.8% | -6.6% | -2.3% |
| 1Y | -4.2% | -5.8% | +1.5% | -4.7% |
| 3Y | -1.1% | +3.0% | -4.1% | -0.1% |
| 5Y | -33.7% | +14.5% | -48.2% | -31.8% |
| 10Y | -20.7% | +117.8% | -138.4% | -7.5% |
| All | +131.2% | +542.3% | -411.1% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling